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Title: Bayes and Empirical Bayes Methods for Data Analysis, Second Edition by Bradley P. Carlin, Thomas A. Louis, Bradley Carlin ISBN: 1-58488-170-4 Publisher: Chapman & Hall/CRC Pub. Date: 22 June, 2000 Format: Hardcover Volumes: 1 List Price(USD): $59.95 |
Average Customer Rating: 5 (1 review)
Rating: 5
Summary: An good overview of the corps of the matter
Comment: This book features a deep and focused lesson on Bayes and Empirical Bayes Methods. It goes through the key topics as conjugate priors, MCMC methods (non iteratives and iteratives as the well known Gibbs samplining and metropolitis hastings algorithms), model selection methods (as bayes factor) and issues related as model robusteness.
The Approach is increasingly formal and deeply complex, allowing for getting the basics or diving into more complex knowledge according to your former background. You need at least a good understanding of Frequentist statistic to be able to follow the reasonings. Each chapter allow you to stop at some point without losing the thread. Last part of the book is in fact deep knowledge demanding.
The most interesting point of this book according to my very limited statistics background is that it makes good comparations with the frequentist approach (classical approaches as confidence intervals and point estimators), checking performance of either method. Even, it features some combination of both approaches getting some bayessian intervals.
As a negative point, I would say that examples are hard to follow for someone with limited bakground and too much complex. They really do not clear me up enough.
All in all, is a very profitable book for jumping into bayesian methods.
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Title: Bayesian Data Analysis, Second Edition by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin ISBN: 158488388X Publisher: Chapman & Hall/CRC Pub. Date: 29 July, 2003 List Price(USD): $59.95 |
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Title: Markov Chain Monte Carlo in Practice by W. R. Gilks, S. Richardson, D. J. Spiegelhalter ISBN: 0412055511 Publisher: Chapman & Hall/CRC Pub. Date: 01 December, 1995 List Price(USD): $89.95 |
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Title: Applied Bayesian Modelling by Peter Congdon ISBN: 0471486957 Publisher: John Wiley & Sons Pub. Date: 22 April, 2003 List Price(USD): $95.00 |
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Title: Bayesian Statistical Modelling by Peter Congdon ISBN: 0471496006 Publisher: John Wiley & Sons Pub. Date: 18 April, 2001 List Price(USD): $95.00 |
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Title: The Elements of Statistical Learning by T. Hastie, R. Tibshirani, J. H. Friedman ISBN: 0387952845 Publisher: Springer-Verlag Pub. Date: 09 August, 2001 List Price(USD): $82.95 |
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